+3,545.3%
ALNY vs SIMO
+3,332.4%
+213.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.7% | -8.1% | -0.8% |
| 7D | +12.2% | +4.2% | +8.0% | +11.4% |
| 30D | +16.3% | +4.1% | +12.3% | +14.8% |
| 3M | -12.4% | -12.9% | +0.5% | -13.7% |
| 6M | -18.7% | +110.3% | -129.0% | -34.0% |
| YTD | -33.1% | +178.6% | -211.7% | -49.0% |
| 1Y | -41.3% | +220.0% | -261.3% | -56.7% |
| 3Y | +32.3% | +409.0% | -376.8% | -13.3% |
| 5Y | +34.8% | +277.3% | -242.5% | -10.5% |
| 10Y | +284.7% | +506.6% | -221.9% | +116.1% |
| All | +3,545.3% | +3,332.4% | +213.0% | +969.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling